Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.709 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52193.03 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48031.5 Kr¶

PnL: ---------------------------------------> -895.0 Kr¶

DD now: ---------------------------------> -1.746 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 13:51:26.356708'

Anic Portfolio¶

Today¶

Return: -0.235 %¶

This Week¶

Return: -0.235 %¶

Total portfolio value¶

Return including deposits: 70.867 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.880000 2354.000000 165.000000 7.540000 2189.000000
SynAct Pharma 9 -0.930000 667.800000 22.800000 3.530000 645.000003
Xvivo Perfusion 3 0.880000 864.000000 19.000000 2.250000 845.000001
Biotage 4 0.580000 622.000000 19.000000 3.150000 603.000000
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
Addtech B 3 1.540000 714.000000 14.000000 2.000000 699.999999
Vitrolife 3 2.220000 690.600000 13.600000 2.010000 677.000001
Sdiptech B 3 0.510000 833.400000 11.400000 1.390000 822.000000
Indutrade 5 1.490000 1330.000000 10.000000 0.760000 1320.000000
Nolato B 12 -0.090000 657.600000 9.600000 1.480000 648.000000
Addnode Group B 6 1.520000 760.800000 8.800000 1.170000 751.999998
Embracer Group B 26 -0.680000 669.500000 7.500000 1.130000 661.999988
Sedana Medical 135 -2.130000 4336.200000 5.200000 0.120000 4330.999935
BONESUPPORT HOLDING 10 -0.320000 1229.000000 5.000000 0.410000 1224.000000
Latour B 2 1.700000 453.600000 4.600000 1.020000 449.000000
BHG Group 49 -7.740000 642.880000 3.880000 0.610000 638.999984
Fortnox 10 3.740000 671.200000 3.200000 0.480000 668.000000
NCC B 7 -0.690000 654.150000 0.150000 0.020000 653.999997
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Svolder B 35 0.650000 2170.000000 -3.500000 -0.160000 2173.500000
Profoto Holding 7 -0.480000 578.200000 -3.800000 -0.650000 581.999999
Sampo Oyj SDB 1 -0.600000 499.000000 -6.000000 -1.190000 505.000000
Volati 5 -4.890000 564.000000 -10.000000 -1.740000 574.000000
Investor B 3 0.140000 646.500000 -11.500000 -1.750000 657.999999
SCA A 4 -0.540000 587.200000 -11.800000 -1.970000 599.000000
Lime Technologies 2 -2.360000 580.000000 -13.000000 -2.190000 593.000000
Humana 40 1.870000 655.200000 -18.800000 -2.790000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Ambea 68 1.110000 2486.080000 -50.920000 -2.010000 2537.000032
Lundin Gold 7 0.770000 917.000000 -57.000000 -5.850000 973.999999
Creades A 7 1.740000 551.250000 -59.750000 -9.780000 610.999998
Investor A 16 0.050000 3457.600000 -87.400000 -2.470000 3545.000000
New Wave B 40 -0.710000 3791.600000 -124.400000 -3.180000 3916.000000
Gaming Innovation Group 161 -0.200000 4033.050000 -154.950000 -3.700000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.620000 2564.100000 -402.900000 -13.580000 2966.999993
TOTAL 48025.260000 -901.240000 -1.75744% 48926.499863

Updated:¶

'2023-06-13 13:49:53.834971'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶